Siam Global (Thailand) Price on October 20, 2023
| GLOBAL Stock | THB 15.90 0.10 0.63% |
If you're considering investing in Siam Stock, it is important to understand the factors that can impact its price. As of today, the current price of Siam Global stands at 15.90, as last reported on the 12th of December 2024, with the highest price reaching 15.90 and the lowest price hitting 15.80 during the day. At this point, Siam Global is very steady. Siam Global House owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0274, which indicates the firm had a 0.0274% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Siam Global House, which you can use to evaluate the volatility of the company. Please validate Siam Global's Semi Deviation of 1.27, risk adjusted performance of 0.0417, and Coefficient Of Variation of 1997.43 to confirm if the risk estimate we provide is consistent with the expected return of 0.0453%.
Siam Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Siam |
Sharpe Ratio = 0.0274
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GLOBAL |
Estimated Market Risk
| 1.65 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Siam Global is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Siam Global by adding it to a well-diversified portfolio.
Siam Global Valuation on October 20, 2023
It is possible to determine the worth of Siam Global on a given historical date. On October 20, 2023 Siam was worth 14.27 at the beginning of the trading date compared to the closed value of 14.08. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Siam Global stock. Still, in general, we apply an absolute valuation method to find Siam Global's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Siam Global where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Siam Global's related companies.
| Open | High | Low | Close | Volume | |
| 14.27 | 14.36 | 14.08 | 14.27 | 5,737,714 | |
10/20/2023 | 14.27 | 14.27 | 13.89 | 14.08 | 6,251,611 |
| 14.08 | 14.46 | 13.89 | 14.27 | 6,053,780 |
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Siam Global Trading Date Momentum on October 20, 2023
| On October 24 2023 Siam Global House was traded for 14.27 at the closing time. The highest price during the trading period was 14.46 and the lowest recorded bid was listed for 13.89 . The volume for the day was 6.1 M. This history from October 24, 2023 contributed to the next trading day price jump. The overall trading delta to the next closing price was 1.35% . The trading price change to the current price is 3.34% . |
Siam Global House Fundamentals Correlations and Trends
By evaluating Siam Global's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Siam Global's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Siam financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Siam Global Stock history
Siam Global investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Siam is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Siam Global House will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Siam Global stock prices may prove useful in developing a viable investing in Siam Global
Siam Global House Public Company Limited engages in merchandising construction and decoration materials, and equipment in Thailand. The company was founded in 1995 and is headquartered in Mueang Roi Et, Thailand. SIAM GLOBAL operates under Building And Construction Materials classification in Thailand and is traded on Stock Exchange of Thailand.
Siam Global Stock Technical Analysis
Siam Global technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
Siam Global Period Price Range
Low | December 12, 2024
| High |
0.00 | 0.00 |
Siam Global House cannot be verified against its exchange. Please verify the symbol is currently traded on Thailand Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Siam Global December 12, 2024 Market Strength
Market strength indicators help investors to evaluate how Siam Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Siam Global shares will generate the highest return on investment. By undertsting and applying Siam Global stock market strength indicators, traders can identify Siam Global House entry and exit signals to maximize returns
Siam Global Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Siam Global's price direction in advance. Along with the technical and fundamental analysis of Siam Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Siam to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0417 | |||
| Jensen Alpha | 0.047 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.3313 |
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| Math Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for Siam Stock analysis
When running Siam Global's price analysis, check to measure Siam Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Siam Global is operating at the current time. Most of Siam Global's value examination focuses on studying past and present price action to predict the probability of Siam Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siam Global's price. Additionally, you may evaluate how the addition of Siam Global to your portfolios can decrease your overall portfolio volatility.
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